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Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles

NeurIPS 2017 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Single-model predictive uncertainty · 734 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · Boston housingNLL: 2.46 $\pm$ 0.25 -> 2.41 $\pm$ 0.25Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · ConcreteNLL: 3.04 $\pm$ 0.09 -> 3.06 $\pm$ 0.18Hurt
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · EnergyNLL: 1.99 $\pm$ 0.09 -> 1.38 $\pm$ 0.22Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · Kin8nmNLL: -0.95 $\pm$ 0.03 -> -1.20 $\pm$ 0.02Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · Naval propulsion plantNLL: -3.80 $\pm$ 0.05 -> -5.63 $\pm$ 0.05Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · Power plantNLL: 2.80 $\pm$ 0.05 -> 2.79 $\pm$ 0.04Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · ProteinNLL: 2.89 $\pm$ 0.01 -> 2.83 $\pm$ 0.02Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · WineNLL: 0.93 $\pm$ 0.06 -> 0.94 $\pm$ 0.12Hurt
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · YachtNLL: 1.55 $\pm$ 0.12 -> 1.18 $\pm$ 0.21Helped
Use a five-network deep ensemble instead of MC-dropoutprobabilistic neural networks · Year Prediction MSDNLL: 3.59 $\pm$ NA -> 3.35 $\pm$ NAHelped
Add an ensemble of five networks that learn predictive variance (ablation)single-network maximum-likelihood regression · Boston housingNLL: 2.55 $\pm$ 0.36 -> 2.41 $\pm$ 0.25Helped
Add adversarial training (ablation)single-network maximum-likelihood regression · Naval propulsion plantNLL: -5.65 $\pm$ 0.28 -> -4.08 $\pm$ 0.13Hurt

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